-6.8%
AVGO vs ES
-1.6%
-5.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -1.3% |
| 7D | -7.5% | +5.3% | -12.8% | -5.8% |
| 30D | -10.2% | +8.9% | -19.1% | -7.6% |
| 3M | -22.0% | -1.9% | -20.1% | -22.2% |
| 6M | -21.6% | +3.9% | -25.5% | -20.5% |
| YTD | -5.4% | +8.3% | -13.7% | -3.1% |
| 1Y | -6.8% | -0.1% | -6.7% | -5.3% |
| All | -6.8% | -1.6% | -5.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling